I need to add something to my site but i don't even know what its called please help

[lyndseyhall]

Hi guys hope you can help.

What I want to add is this.

When a visitor comes on to my site. I want a box to pop on, a bit like a pop up if you know what i mean, but where they can input their name and email address, is it called a data catcher?

How do I do it someone please help

Thanks guys

Lyndsey